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incorrect volume data from yahoo

Open dss010101 opened this issue 3 years ago • 6 comments

Seems yahoo may be returning incorrect volume data

import pandas_datareader as pdr
df = pdr.get_data_yahoo('^GSPC', start = '2022-10-05')
df

This returns:

	High	Low	Open	Close	Volume	Adj Close
Date						
2022-10-05	3806.909912	3722.659912	3753.25	3783.280029	4293180000	3783.280029

Volume is shown as 4.29b, but it should be 2.5b according to several sources such as NYSE.
Anyone know if this is a known issue with yahoo or perhaps a new issue?

dss010101 avatar Oct 06 '22 07:10 dss010101

@msingh00 What version of python and what OS are you using?

datatalking avatar Dec 07 '22 21:12 datatalking

i still do see this. at the time of this ticket i was running Win10, im not running 11. python version Python 3.10.5

I wonder if this is a yahoo issue more than anything else?

dss010101 avatar Dec 07 '22 21:12 dss010101

interesting that the last day, today's is about half of the previous days image

dss010101 avatar Dec 07 '22 21:12 dss010101

@msingh00 I'll need a sample of the code section you are running and to see the headers of that snippet of data, otherwise i'm hunting in the dark.

Need Stock ticker, stock exchange etc you referenced Snippet of code Headers of stock mentioned

datatalking avatar Dec 07 '22 22:12 datatalking

the original ticket above has the code. that's it. that's all i run in a jupyter notebook and do some data checking of volume with other sources. for convenience..in case for some reason u can scroll up...here it is


import pandas_datareader as pdr
df = pdr.get_data_yahoo('^GSPC', start = '2022-10-05')
df

dss010101 avatar Dec 07 '22 23:12 dss010101

the original ticket above has the code. that's it. that's all i run in a jupyter notebook and do some data checking of volume with other sources. for convenience..in case for some reason u can scroll up...here it is


import pandas_datareader as pdr
df = pdr.get_data_yahoo('^GSPC', start = '2022-10-05')
df

Did you read my reply that the repo specifically says python 3.6 and 3.7?

datatalking avatar Dec 07 '22 23:12 datatalking